+2,171.4%
TECK vs CP
+2,643.6%
-472.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.1% |
| 7D | -0.3% | -2.7% | +2.3% | +2.1% |
| 30D | +4.6% | +0.2% | +4.5% | +4.2% |
| 3M | +2.8% | +2.6% | +0.3% | -0.6% |
| 6M | +24.9% | +6.0% | +18.9% | +17.5% |
| YTD | +44.7% | +24.9% | +19.8% | +16.4% |
| 1Y | +112.0% | +20.1% | +91.9% | +75.5% |
| 3Y | +67.6% | +16.4% | +51.2% | +40.5% |
| 5Y | +200.3% | +31.7% | +168.6% | +116.5% |
| 10Y | +358.2% | +223.9% | +134.4% | +38.6% |
| All | +2,171.4% | +2,643.6% | -472.2% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling